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Balduzzi, Pierluigi

SSRN Author Rank: 1,780 by Downloads

Associate Professor of Finance

Boston College - Carroll School of Management

Department of Finance
140 Commonwealth Avenue - Fulton Hall 438
Chestnut Hill, MA 02467
United States
617-552-3976 (Phone)
617-552-0431 (Fax)

HOME PAGE: http://www.bc.edu/bc_org/avp/csom/faculty/
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Balduzzi, Pierluigi's Scholarly Papers Click on the title of any column to sort the table by that column.

Aggregate Statistics

Total
Downloads
9,301

Total
Citations
267

Papers (25)

Authors

Date

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(Rank)

Citations

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Interest Rate Targeting and the Dynamics of Short-Term Rates | View 4 Versions | Show Abstracts | Hide Abstracts|

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Bertola, Giuseppe

Università di Torino - Dipartimento di Economia

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Klapper, Leora F.

World Bank

Posted:
01 Feb 97
Last Revised:
09 Apr 10

4,319
(708)

Economic News and the Yield Curve: Evidence from the U.S. Treasury Market | View 3 Versions | Show Abstracts | Hide Abstracts|

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Elton, Edwin J.

New York University (NYU) - Department of Finance

Green, T. Clifton

Emory University - Goizueta Business School

Posted:
15 Mar 98
Last Revised:
16 Dec 08

1,606
(4,123)

The Central Tendency: A Second Factor in Bond Yields | View 6 Versions | Show Abstracts | Hide Abstracts|

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Das, Sanjiv Ranjan

Santa Clara University - Leavey School of Business

Posted:
26 Oct 95
Last Revised:
14 Mar 11

911
(10,706)

Asset Pricing Models and Economic Risk Premia: A Decomposition | View 4 Versions | Show Abstracts | Hide Abstracts|

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Robotti, Cesare

Federal Reserve Bank of Atlanta

Posted:
17 Aug 05
Last Revised:
10 Sep 09

362
(38,414)

Testing Heterogeneous-Agent Models: An Alternative Aggregation Approach | Show Abstract | Download |
Journal of Monetary Economics, Forthcoming
Accepted Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Yao, Tong

University of Iowa - Henry B. Tippie College of Business

Posted:

01 Nov 06

335
(42,261)

Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta Models | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Business and Economic Statistics, Forthcoming
- FRB of Atlanta Working Paper No. 2005-4

Robotti, Cesare

Federal Reserve Bank of Atlanta

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Posted:
15 Jun 05
Last Revised:
08 Dec 07

312
(45,957)

Portfolio Choice, Trading, and Returns in a Large 401(k) Plan | Show Abstract | Download |
Center for Retirement Research Working Paper No. 2000-06
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Agnew, Julie

College of William and Mary - Mason School of Business

Sundén, Annika E.

Stockholm University - Swedish Institute for Social Research (SOFI)

Posted:

29 Nov 00

312
(45,957)

Asset Values and Policy Changes: The Case of Denmark | Show Abstract | Download |
Working Paper Series

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Corsetti, Giancarlo

European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)

Posted:

18 Sep 96

239
(62,014)

Parameter Uncertainty and International Investment in a Multi-Period Setting | Show Abstract | Download |
EFA 2001 Barcelona
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Liu, Ludan

affiliation not provided to SSRN

Posted:

11 Jul 01

206
(72,461)

10.

Economic Risk Premia in the Fixed Income Markets: The Intra-Day Evidence | Show Abstract | Download |
AFA 2012 Chicago Meetings Paper
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Moneta, Fabio

Queen's School of Business

Posted:
16 Mar 11
Last Revised:
05 Nov 12

145
(100,709)

11.

Money and Asset Prices in a Continuous-Time Lucas and Stokey Cash-in-Advance Economy | Show Abstract | Download |
Journal of Economic Dynamics and Control, Forthcoming
Accepted Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Posted:

01 Nov 06

140
(103,725)

12.

Stock Returns, Inflation, and the 'Proxy Hypothesis:' a New Look at the Data | Show Abstract | Download |
NYU Working Paper No. FIN-94-008
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Posted:

11 Nov 08

112
(124,354)

13.

The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? | Show Abstract | Download |
Networks Financial Institute: Working Paper Series: 2012-WP-01
Working Paper Series

Agnew, Julie

College of William and Mary - Mason School of Business

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Posted:

21 Jun 12

54
(193,208)

14.

Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior | Show Abstract | Download |
NYU Working Paper No. FIN-98-049
Working Paper Series

Lynch , Anthony W.

New York University (NYU) - Department of Finance

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Posted:

11 Nov 08

54
(193,208)

15.

A Model of Target Changes and the Term Structure of Interest Rates | View 2 Versions | Show Abstracts | Hide Abstracts|
- NYU Working Paper No. FIN-94-012
- NBER Working Paper No. w4347

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Bertola, Giuseppe

Università di Torino - Dipartimento di Economia

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Posted:
28 Dec 06
Last Revised:
11 Nov 08

48
(203,771)

16.

Heterogeneity in Target-Date Funds and the Pension Protection Act of 2006 | View 2 Versions | Show Abstracts | Hide Abstracts|
- Working Paper
- NBER Working Paper No. w17886

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Reuter, Jonathan

Boston College - Department of Finance

Posted:
02 Mar 12
Last Revised:
23 May 12

35
(230,461)

17.

Money, Transactions, and Portfolio Choice | Show Abstract | Download |
NYU Working Paper No. FIN-94-007
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Posted:

11 Nov 08

30
(242,871)

18.

"Price Barriers" and the Dynamics of Asset Prices in Equilibrium | Show Abstract | Download |
NYU Working Paper No. FIN-96-011
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Hait, David J.

OptionMetrics

Posted:

07 Nov 08

26
(254,606)

19.

Factor Risk Premia and Variance Bounds | Show Abstract | Download |
NYU Working Paper No. FIN-95-008
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Posted:

11 Nov 08

23
(264,493)

20.

Asset Price Dynamics and Infrequent Trades | Show Abstract | Download |
NYU Working Paper No. FIN-94-013
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Bertola, Giuseppe

Università di Torino - Dipartimento di Economia

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Posted:

11 Nov 08

20
(274,767)

21.

The Simple Analytics of Assets' Values and Infrequent Policy Changes | Show Abstract | Download |
NYU Working Paper No. FIN-94-010
Working Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Corsetti, Giancarlo

European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Posted:

11 Nov 08

12
(303,224)

22.

Transfer Activity in 401(k) Plans | Show Abstract |
AFA 2003 Washington, DC Meetings
Working Paper Series

Agnew, Julie

College of William and Mary - Mason School of Business

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Posted:

26 Nov 02

23.

Asset Price Dynamics and Infrequent Feedback Trades | Show Abstract |
J. OF FINANCE, Vol. 50 No. 5, December 1995
Accepted Paper Series

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Bertola, Giuseppe

Università di Torino - Dipartimento di Economia

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Posted:

14 May 98

24.

Risk Premia and Variance Bounds | View 2 Versions | Show Abstracts | Hide Abstracts|
- JOURNAL OF FINANCE, VOL. 52, NO. 4, December 1997
- Working Paper

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Kallal, Hedi

Salomon Smith Barney, Inc.

Posted:
05 Sep 96
Last Revised:
12 Apr 98

25.

'Price Barriers' and the Dynamics of Asset Prices in Equilibrium | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Financial and Quantitative Analysis, June 1997
- Working Paper

Balduzzi, Pierluigi

Boston College - Carroll School of Management

Foresi, Silverio

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Hait, David J.

OptionMetrics

Posted:
06 Jun 95
Last Revised:
02 Feb 98

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